Mirren says that the only way she can do comedy is to be “as serious” as possible and that if she were “ever a part of a comedy team,” she would “definitely be the straight man” and not “the funny one.” In a way, that’s exactly what her role is on Documentary Now!, with her introducing each episode as if it’s a real and serious documentary before Fred Armisen or Bill Hader or whoever comes out and does something totally wacky. She may think being a straight man is the less important part of doing comedy, but she’s actually fantastically good at it—and therefore good at comedy!
Which, as it turns out, is basically the premise of the Consequence profile, as revealed by her pitch at the end about how Documentary Now! should eventually do a behind-the-scenes documentary about the making of Documentary Now! where she can play herself as the in-universe host of the show. She says the fictionalized version of herself would be “quite elegant and a little bit demanding” but “in a very polite way,” quipping, “Lovely, darling, you’ve made my tea, but it’s not quite piping hot, do you mind making it again?” (Consequence’s Liz Shannon Miller correctly points out that this is, indeed, funny.)
Mirren might also be underselling her ability to be funny elsewhere in the chat, saying that she sometimes will ad-lib her lines with little jokes (like calling herself a “sexy young thing”), and the people making the show will just politely let her finish and then edit it out of the final show. So maybe it’s not that she’s not good at comedy, it’s that she needs more people to believe in her.